+724.2%
FCX vs CHRW
+170.5%
+553.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +3.1% | +4.1% | -1.0% | +1.5% |
| 30D | +8.1% | +1.9% | +6.2% | +7.1% |
| 3M | +18.9% | -21.2% | +40.1% | +29.0% |
| 6M | +26.6% | -16.7% | +43.3% | +32.8% |
| YTD | +51.2% | -5.4% | +56.5% | +48.5% |
| 1Y | +75.6% | +21.2% | +54.4% | +52.0% |
| 3Y | +101.7% | +86.5% | +15.2% | +35.4% |
| 5Y | +134.6% | +93.0% | +41.6% | +49.6% |
| 10Y | +724.2% | +174.5% | +549.6% | +288.8% |
| All | +724.2% | +170.5% | +553.6% | +288.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling